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Credit risk management from the perspective of banks and credit unions
Jeřábek, Michal ; Málek, Jiří (advisor) ; Matejašák, Milan (referee)
This thesis deals with the comparison of banks and credit unions with a focus on the comparison in terms of access to credit risk management. Both institutions are analyzed on the basis of aggregated data within the Czech financial market, capital adequacy, liquidity, asset quality of the loan portfolio and other key indicators of solvency and financial stability. In the final part of the thesis, there are analyzed the causes of failure of these credit unions: "Metropolitní spořitelní družstvo", "UNIBON -- spořitelní a úvěrní družstvo" and "WPB Capital, spořitelní družstvo".
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Analysis of the Italian banking sector in comparison with the Czech banking
Dědek, Jiří ; Daňhel, Jaroslav (advisor) ; Rybák, Zdeněk (referee)
The subject of the bachelor thesis titled "Analysis of the Italian banking sector in comparison with the Czech banking" is an analysis of the present situation and the latest development of the banking sector in Italy and its comparison with the banking sector of the Czech Republic. First part specifies historical development of banking in Italy. Second part is focused on the analysis of the present situation in Italian banking sector, it describes the structure of the banking system, evaluates quality of assets and fulfillment of capital requirements according to the results of Comprehensive assessments from ECB and Financial stability report of the Bank of Italy. The final part represents comparison of these two banking sectors in terms of stability, structure of assets and liabilities. Furthermore, the final part is focused on finding similarities as well as differences between those two.
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Basel III countercyclical measures and their possible impact on czech banks
Černý, Tomáš ; Witzany, Jiří (advisor) ; Špániková, Kateřina (referee)
This diploma thesis deals with countercyclical measures of Basel III which will come into force in future. Thesis outlines the issue of cyclical effects which appeared in connection with application of Basel II and provides basic information about new treatment of this issue in Basel III. Further the thesis discusses preparedness of the czech banking sector for the introduction of countercyclical buffers and possibility of Tier I capital formation which should be the main part of the new bank capital adequacy including the capital buffers in future. Subsequently this thesis informs about conditions of using the countercyclical buffers and examines possible appropriate timing for their application. In the other parts of the thesis three selected foreign banking sectors and czech banking sector are examinated with the main focus on their weak spots and their possible development in the case of application of Basel III before the beginning of the world economic crisis in 2007 . In the end the stability of the czech banking sector is examined in detail by using the crisis scenarios and also the impact of application of Basel III before 2007 is discussed.
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Analysis of the Basel III banking regulations and their impacts on the Czech banking sector
Waclavek, Rostislav ; Šimíček, Petr (advisor) ; Doležal, Ondřej (referee)
The aim of this thesis is to perform analysis of the state of preparedness of the banking sector in the Czech Republic for the requirements of the new Basel III regulatory measures and to assess which consequences change in the field of regulatory rules could mean for the banking sector in the Czech Republic and for the Czech economy. The main changes which the Basel III regulatory framework has brought with it are examined, this specifically concerning change in the field of capital requirements and introduction of liquidity checks on banks via two new indicators, these being LCR and NSFR. Attention is also paid to introduction of the leverage ratio indicator which is supposed to limit excessive indebtedness on the part of banks. The thesis also concentrates on the indirect consequences of change in the regulatory rules. The Czech Republic is a small open economy which is strongly dependent on economic development abroad, in particular in the countries of the European Union, so the indirect consequences could be relatively significant. A certain influence could also be represented by ownership of several key banks in the Czech Republic by their foreign controlling companies. In terms of this thesis, the issue of bank regulation is also resolved on a general level, whereas the issue of the relationship between liquidity, risk and profitability in the banking sector is also outlined here.
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Financial analysis of the commercial bank
FRÝBORTOVÁ, Blanka
The aim of this bachelor´s thesis was to evaluate the financial situation of Komerční Banka, a.s. as focusing on its development after 2008, when a large global financial crisis struck the financial markets including the Czech one. A partial objective was to compare the identified financial indicators of the selected bank with the indicators of competitive banking entities. The analysis was based on data from the period 2008 2012 which was drawn primarily from publicly published annual reports. The thesis consists of theoretical and practical part. The issue of financial analysis was described and explained in the theoretical part; the indicators of financial analysis for the banking sector were presented there as well. These discovered theoretical findings were then applied into the practical part of this thesis through the financial analysis and evaluation of the collected data.
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Capital Buffers Based on Banks’ Domestic Systemic Importance: Selected Issues
Skořepa, Michal ; Seidler, Jakub
Regulators in many countries are currently considering ways to impose domestic systemic importance-based capital requirements on banks. Aiming to assist these considerations, this article discusses a number of issues concerning the calculation of a bank’s systemic importance to the domestic banking sector, such as the choice of indicators used and the pros and cons of focusing on an individual or consolidated level. Also, the “equal expected impact” procedure for determining adequate additional capital requirements is presented in detail and some of its properties are discussed. As an illustrative example of the practical use of the procedures presented, systemic importance scores and implied capital buffers are calculated for banks in the Czech Republic. The article also stresses the crucial role of public communication of the motivation for the buffers: regulators should make every effort to explain that the imposition of a non-zero systemic importance-based capital buffer on a bank is not to be interpreted by the markets as a signal that the bank is too big to fail and would therefore be guaranteed a public bail-out if it got into difficulties.
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Basel III and its impact on the banking sector
Hercíková, Alena ; Witzany, Jiří (advisor) ; Kolman, Marek (referee)
The following pages of my master thesis aim to acquaint the reader with the major changes brought about by Basel III banking regulation. This new regulatory framework was created in response to the financial crisis (beginning in 2007), which revealed some weaknesses in the original Basel II regulation, and its purpose is to prevent future similar situations in the financial market by increasing the stability and resilience of the banking sector. Impacts of Basel III are reflected primarily in increased demand for quality capital used by banks and maintaining sufficient liquidity. As shown by the results of the analysis, these factors have further effect on interest spread of banks and the real economy.
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Risk management with respect on Basel II and Basel III
Kutová, Nikola ; Křížek, Tomáš (advisor) ; Kolman, Marek (referee)
The aim of my thesis is to evaluate the risk management system of Czech banks according to the Basel II rules. In my thesis I also deal with the ability of the Czech banking system to accept new Basel III rules. The first part of my thesis focuses on definition of risks and methods of risk management according to Basel rules. They discuss diferent risks that they fall within activity to the rules on the capital adequacy of the bank. The second part of thesis focuses on characteristics of Basel II and III and how the rules are implemented to the law of the EU and then to the law of Czech Republic. Part of the second part is also shortages of Basel II. On this shortage, Basel Committee on banking supervision responded to introduce new accord Basel III. In the final part, both of part is connected on the samples of three banks. After analysis, the thesis rates readiness Czech banks on the new capital accord and new risk management. The thesis summarizes readiness of the Czech banking system on the Basel III rules.
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Analysis of chosen bank
Kujnischová, Katarína ; Dvořák, Petr (advisor) ; Matejašák, Milan (referee)
The diploma thesis deals with the analysis of Dexia bank Slovakia during the years 2000 and 2011. It Gradually analyses the balance sheet, income statement and chosen indicators of financial analysis: indebtedness, profitability, liquidity, productivity, capital adequacy and capital market indicators, which are accompanied by the course of share prices and rating of the bank. Within every indicator is discussed their change in time, impact of financial crisis and changes caused by the entry of a new majority shareholder of the bank in 2011.
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BASEL II vs BASEL III and the Impact of the New Regulatory Rules on the Czech Banking Sector
Kubíček, Antonín ; Dvořák, Petr (advisor) ; Janda, Karel (referee)
The aims of this thesis are twofold. Firstly, it aims to analyse the new regulatory rules BASEL III, published in December 2010. These were created as a lesson from the previous crisis and following the developments occurring problem areas included in the regulatory rules Basel II. And secondly, it evaluates their impact on the Czech Banking Sector. Regulatory rules BASEL III contain large number of rules aimed at enhancing the quality, quantity and flexibility of regulatory equity capital, reducing the cyclicality of capital requirements, stricter capital requirements for certain risky assets, intensifying surveillance in terms of significantly important financial institutions and international standards of liquidity. Apart from adjustment of the rules that appear in the Basel II, the regulatory rules Basel III also include rules used for the first time. The analysis of the impact on the Czech banking sector is based on the assumption that the Czech banking sector is well equipped with capital and the impact of BASEL III will therefore not have any significant impact on the functioning of Czech banks. This thesis shows that the impacts depend on the size of the banking institutions. A selected sample of six Czech banks (two from each group of large, medium and small banks) is used, inter alia, to demonstrate this.
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